Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets

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Publication:2837759

DOI10.1239/aap/1370870129zbMath1269.91036OpenAlexW2018786965MaRDI QIDQ2837759

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Publication date: 11 July 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1370870129




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